Clustered Network Connectedness: A New Measurement Framework, with Application to Global Equity Markets
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下载链接：
https://www.nber.org/papers/w34796
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资源简介：
Network connections, both across and within markets, are central in countless economic contexts. In recent decades, a large literature has developed and applied flexible methods for measuring network connectedness and its evolution, based on variance decompositions from vector autoregressions (VARs)
提供机构：
美国国家经济研究局
创建时间：
2026-02-01
